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We develop the algebraic theory of rough path translation. Particular attention is given to the case of branched rough paths, whose underlying algebraic structure (Connes-Kreimer, Grossman-Larson) makes it a useful model case of a…

Probability · Mathematics 2019-10-07 Yvain Bruned , Ilya Chevyrev , Peter K. Friz , Rosa Preiss

We introduce the class of "smooth rough paths" and study their main properties. Working in a smooth setting allows us to discard sewing arguments and focus on algebraic and geometric aspects. Specifically, a Maurer-Cartan perspective is the…

Probability · Mathematics 2024-03-18 Carlo Bellingeri , Peter K. Friz , Sylvie Paycha , Rosa Preiß

We construct a procedure for Bogoliubov-Parasiuk-Hepp-Zimmermann (BPHZ) renormalization of a rough path in view of the relation between rough path theory and regularity structure. We also provide a plain expression of the BPHZ-renormalized…

Probability · Mathematics 2021-03-15 Hayahide Ito

Using some basic notions from the theory of Hopf algebras and quasi-shuffle algebras, we introduce rigorously a new family of rough paths: the quasi-geometric rough paths. We discuss their main properties. In particular, we will relate them…

Probability · Mathematics 2024-03-13 Carlo Bellingeri

We use simple sub-Riemannian techniques to prove that an arbitrary geometric p-rough path in the sense of Lyons (98) is the limit in sup-norm of a sequence of canonically lifted smooth paths, which are uniformly bounded in p-variation,…

Functional Analysis · Mathematics 2007-05-23 Peter Friz , Nicolas Victoir

We develop the structure theory for transformations of weakly geometric rough paths of bounded $1 < p$-variation and their controlled paths. Our approach differs from existing approaches as it does not rely on smooth approximations. We…

Classical Analysis and ODEs · Mathematics 2022-09-01 Thomas Cass , Bruce K. Driver , Christian Litterer , Emilio Ferrucci

Recently, Hairer--Pillai proposed the notion of $\theta$-roughness of a path which leads to a deterministic Norris lemma. In the Gubinelli framework (Hoelder, level 2) of rough paths, they were then able to prove a Hoermander type result…

Probability · Mathematics 2012-05-14 Peter Friz , Atul Shekhar

In this article we consider rough differential equations (RDEs) driven by non-geometric rough paths, using the concept of branched rough paths introduced in Gubinelli (2004). We first show that branched rough paths can equivalently be…

Probability · Mathematics 2014-01-08 Martin Hairer , David Kelly

We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. This provides a multi-level generalisation of the isomorphism of Lejay-Victoir (2006) as well as a canonical version of the It\^o-Stratonovich…

Probability · Mathematics 2019-05-16 Horatio Boedihardjo , Ilya Chevyrev

The objective of this work is to compare several approaches to the process of renormalisation in the context of rough differential equations using the substitution bialgebra on rooted trees known from backward error analysis of $B$-series.…

Probability · Mathematics 2020-03-31 Yvain Bruned , Charles Curry , Kurusch Ebrahimi-Fard

The central aim of this work is to understand rough differential equations on homogeneous spaces. We focus on the formal approach, by giving an explicit expansion of the solution at each point of the real line in terms of decorated planar…

Classical Analysis and ODEs · Mathematics 2020-12-08 Charles Curry , Kurusch Ebrahimi-Fard , Dominique Manchon , Hans Z. Munthe-Kaas

This paper revisits the concept of rough paths of inhomogeneous degree of smoothness (geometric \Pi-rough paths in our terminology) sketched by Lyons ("Differential equations driven by rough signals", Revista Mathematica Iber. Vol 14, Nr.…

Classical Analysis and ODEs · Mathematics 2014-10-07 Lajos Gergely Gyurkó

In this paper, we show how one can view certain models in regularity structures as some form of geometric rough paths. This is performed by identifying the deformed Butcher-Connes-Kreimer Hopf algebra with a quotient of the shuffle Hopf…

Probability · Mathematics 2024-07-12 Yvain Bruned , Foivos Katsetsiadis

We construct in this article an explicit geometric rough path over arbitrary $d$-dimensional paths with finite $1/\alpha$-variation for any $\alpha\in(0,1)$. The method may be coined as 'Fourier normal ordering', since it consists in a…

Probability · Mathematics 2015-05-13 J. Unterberger

We develop a renormalization theory of non-perturbative dissipative H\'enon-like maps with combinatorics of bounded type. The main novelty of our approach is the incorporation of Pesin theoretic ideas to the renormalization method, which…

Dynamical Systems · Mathematics 2024-11-14 Jonguk Yang

We provide a draft of a theory of geometric integration of rough differential forms which are generalizations of classical (smooth) differential forms to similar objects with very low regularity, for instance, involving H\"older continuous…

Differential Geometry · Mathematics 2020-01-20 Eugene Stepanov , Dario Trevisan

In this paper, we derive some $\partial\overline{\partial}$-Bochner formulas for holomorphic maps between Hermitian manifolds. As applications, we prove some Schwarz lemma type estimates, rigidity and degeneracy theorems. For instance, we…

Differential Geometry · Mathematics 2019-10-08 Kai Tang

Lyon's rough paths give an algebraic and analytic framework for Stieltjes integrals in a regime of low regularity where the usual Riemann-Stieltjes integral does not converge. Before we may rigorously define rough paths, we start with the…

Rings and Algebras · Mathematics 2021-12-10 Rosa Preiß

We give a physical derivation of generalized Kahler geometry. Starting from a supersymmetric nonlinear sigma model, we rederive and explain the results of Gualtieri regarding the equivalence between generalized Kahler geometry and the…

High Energy Physics - Theory · Physics 2016-09-06 Andreas Bredthauer , Ulf Lindstrom , Jonas Persson , Maxim Zabzine

We provide a theory of manifold-valued rough paths of bounded 3 > p-variation, which we do not assume to be geometric. Rough paths are defined in charts, and coordinate-free (but connection-dependent) definitions of the rough integral of…

Classical Analysis and ODEs · Mathematics 2022-09-01 John Armstrong , Damiano Brigo , Thomas Cass , Emilio Ferrucci
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